session template in graphs

[nicknamed]

Hi,
See the attachment, I want the graph to draw only bars from US Equities RTH (15:30 to 22h CET) aka 9:30 - 16h EST. But as you can see the first bar each day is for 16:00 and the last one for 22h.
Todays data, everything you see is current, so it should be replicable, beta 21, IQFeed data.

You can see that from backtest it trades from 15:30 but how can it trade on 15:30 bar when in reality it does not show the bar?

Please quickly, I would like to run my system live.
N.

btw. all exists of that system happen in 21:30 bar as it is build like exit on close true

while on realtime graph I can count 13 bars, which is correct for the template, I just se there are different times, are there any implications for my system? Somehow I do not see why this happens.

I am very afraid that I tested on data that are shifted by 30M earlier than real data, that IQ data usedifferent stamping for historical an realtime data in NT. Please help.

[NinjaTrader_Jason]

Hello nicknamed,

Please note that NinjaTrader time stamps bars at the closing price. Am I correct you have a 30 minutes interval selected in the chart?

If so, the first bar will be listed as 16:00. It will contain data from 15:30:00 to 15:59:59.

[nicknamed]

OK, then why in backtest it shows according to template different times? If it is in whole NT done the same way, then the values should be the same in whole NT, right?

As I said, I just need to know if I did tests on the same data (in fact, I do not care about timestamps) - it seems to me, that I did, but as there is so many flaws or hardly understandable things in NT, I am worried to believe that.

[NinjaTrader_Jason]

Hello nicknamed,

Unfortunately this does not apply for the Graph-tab - only for charts.

[nicknamed]

I am not sure if I follow you. If that does not apply to graph tab then was I testing on data shifted 30 minutes or not?

[NinjaTrader_Jason]

Data was not shifted. You display a bar at the time of 15:30 in the Graph-tab. However the chart does not display a 15:30 bar.

The first bar in the chart is time stamped as 16:00. This is because the bars are time stamped at the closing price.

[nicknamed]

I am starting to understand that, so just to make sure, the exact times from results of the distribution if I put on the script to trade between those times will be the same? An example: from backtest's distribution I see the script places profitable trades between 15:50 and 17:50 on 10M data, if I do write into my strategy to trade between those times, will the strategy tade exactly in those times or shall I shift the times of live trading + 10M?

[NinjaTrader_Jason]

Can you please tell me how you will code the strategy to trade between these times only?

That way, I can forward it to a colleague that is familiar with coding to check. Unfortunately I do not have a programming background and not that familiar with NinjaScript.

[nicknamed]

just try it on different strategy, for example SMA crossover, it should do the same, as it draws bars from within NT, not from script, that should work.

[nicknamed]

In fact, I do not program the strategy to trade just between these times, to do that, I use the template based on which I do the backtesting and so I want to use the same session template used in backtesting for live trading. I do not want other than RTH data, my strategy works best without these data. and I use exit on close = true few minutes ahead of 4pm EST.

[nicknamed]

These are my entry rules, there is nothing else, all other work is done by indicator's behaviour. Exit rules are similar.

if (Position.MarketPosition == MarketPosition.Flat)
{

if (CrossAbove(EMA(LPTX(false, LPT6x), EMAx), ZeroLine, 1))
{
EnterLong();
}

if (CrossBelow(EMA(LPTX(false, LPT6x), EMAx), ZeroLine, 1))
{
EnterShort();
}
}

[nicknamed]

Jason, please check this thread:

http://www.ninjatrader.com/support/forum/showthread.php?t=33502

I think these two threads are closely linked in a problem that sometimes it trades at times it should not. Otherwise I see that it should trade the same bars (selecting time intervals in respect to distribution) X (reality) just there si the timestamp issue (I am starting to understand right now) and the issue with templates that they trade when they want and not when they should IMHO.

[NinjaTrader_Jason]

Hello nicknamed,

I am not sure if I follow you anymore. As far as I understand you experienced the following issue.

"But as you can see the first bar each day is for 16:00 and the last one for 22h."

The 30 minute bar listed at a time of 16:00 contains data from 15:30:00 up to 15:59:59. So the charts does not exclude data.

"You can see that from backtest it trades from 15:30 but how can it trade on 15:30 bar when in reality it does not show the bar?"

[nicknamed]

The problem was in distribution that it was showing that trades happened much earlier than bars were shown and the problem was caused by overlapping US and EU DST zones as when they overlapped, then the time difference between CET and EST is only 5 hours and not regular 6, so then it was possible to see the trades (I checked that in the trades list that those trades happened only during the overlap of DST) done between 14:30 and 15:30 CET, and those trades made me stressed in terms of "what the hell is this", now I know it has been cause by the datafeed which gets converted during download backwards according to the DST which was valid just for that exact day.

[NinjaTrader_Jason]

I see. Good to see you found the cause of the issue and thank you for clarifying.